noisy rational expectations Latest Research Papers

What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3779441 ◽

2021 ◽

Author(s):

Matthijs Breugem ◽

Adrian Buss ◽

Joel Peress

Keyword(s):

Stock Market ◽

Interest Rates ◽

Rational Expectations ◽

Bond Markets ◽

Noisy Rational Expectations

Download Full-text

A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy

Journal of Mathematical Economics ◽

10.1016/j.jmateco.2020.07.003 ◽

2020 ◽

Vol 90 ◽

pp. 119-126 ◽

Cited By ~ 1

Author(s):

Youcheng Lou ◽

Shouyang Wang

Keyword(s):

Rational Expectations ◽

New Approach ◽

Noisy Rational Expectations

Download Full-text

On Equilibrium Existence in a Finite-Agent, Multi-Asset Noisy Rational Expectations Economy

SSRN Electronic Journal ◽

10.2139/ssrn.3225748 ◽

2018 ◽

Cited By ~ 1

Author(s):

Ronaldo Carpio ◽

Meixin Guo

Keyword(s):

Rational Expectations ◽

Equilibrium Existence ◽

Noisy Rational Expectations

Download Full-text

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

SSRN Electronic Journal ◽

10.2139/ssrn.2446873 ◽

2017 ◽

Cited By ~ 17

Author(s):

Georgy Chabakauri ◽

Kathy Zhichao Yuan ◽

Konstantinos E. Zachariadis

Keyword(s):

Rational Expectations ◽

Contingent Claims ◽

Rational Expectations Equilibrium ◽

Noisy Rational Expectations

Download Full-text

On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1

The Review of Economic Studies ◽

10.1093/restud/rdv012 ◽

2015 ◽

Vol 82 (3) ◽

pp. 868-921 ◽

Cited By ~ 38

Author(s):

Bradyn Breon-Drish

Keyword(s):

Existence And Uniqueness ◽

Rational Expectations ◽

Uniqueness Of Equilibrium ◽

Noisy Rational Expectations

Download Full-text

On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2631627 ◽

2015 ◽

Author(s):

DDmmttr PPlvvlgyi ◽

Gyuri Venter

Keyword(s):

Rational Expectations ◽

Equilibrium Uniqueness ◽

Noisy Rational Expectations

Download Full-text

Multiple Equilibria in Noisy Rational Expectations Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2524105 ◽

2014 ◽

Cited By ~ 3

Author(s):

DDmmttr PPlvvlgyi ◽

Gyuri Venter

Keyword(s):

Rational Expectations ◽

Multiple Equilibria ◽

Noisy Rational Expectations

Download Full-text

On Existence and Uniqueness of Equilibrium in Noisy Rational Expectations Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2038080 ◽

2012 ◽

Cited By ~ 14

Author(s):

Bradyn M. Breon-Drish

Keyword(s):

Existence And Uniqueness ◽

Rational Expectations ◽

Uniqueness Of Equilibrium ◽

Noisy Rational Expectations

Download Full-text

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

10.25148/etd.fi08121903 ◽

2008 ◽

Author(s):

Jang Hyung Cho

Keyword(s):

Rational Expectations ◽

Seasonal Volatility ◽

Noisy Rational Expectations

Download Full-text

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

Econometrica ◽

10.2307/1911659 ◽

1985 ◽

Vol 53 (3) ◽

pp. 629 ◽

Cited By ~ 448

Author(s):

Anat R. Admati

Keyword(s):

Rational Expectations ◽

Securities Markets ◽

Rational Expectations Equilibrium ◽

Noisy Rational Expectations

Download Full-text

noisy rational expectations
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets

A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy

On Equilibrium Existence in a Finite-Agent, Multi-Asset Noisy Rational Expectations Economy

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1

On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies

Multiple Equilibria in Noisy Rational Expectations Economies

On Existence and Uniqueness of Equilibrium in Noisy Rational Expectations Economies

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

Export Citation Format

noisy rational expectationsRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets

A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy

On Equilibrium Existence in a Finite-Agent, Multi-Asset Noisy Rational Expectations Economy

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1

On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies

Multiple Equilibria in Noisy Rational Expectations Economies

On Existence and Uniqueness of Equilibrium in Noisy Rational Expectations Economies

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

noisy rational expectations
Recently Published Documents